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A chart with gaps is a good indication that its not worth daytrading; the spreads would be too wide. The deep out-of-the-money (OTM) options have less slippage, but the commissions will offset any profits or add to any losses you might have on a percentage basis. Deep in-the-money (ITM) arent the best either, as the spreads will start to widen on even the most liquid options. Good luck to all you option daytraders-youll need it.